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Luca Bagnato SEMINARIO
Dipartimento di Economia e Impresa Data Science Group Università di Catania SEMINARIO Luca Bagnato Dipartimento di Scienze Economiche e Sociali Università Cattolica del Sacro Cuore A Unified Skew-Normal Geostatistical Factor Model Abstract: We present a latent spatial factor model to deal with multivariate geostatistical data showing some degree of skewness. For this model, we investigate distributional properties and an estimation procedure based on the maximum likelihood technique. We also show how the computational burden involved in the non-linear mapping of the latent factors can be substantially diminished by exploiting a linearity property of the predictions. The sampling performances of the inferential procedure are investigated through some thorough simulation studies, and an application to radioactive contamination data is presented to show the applicability of the model. Venerdì 12 Aprile 2019, ore 17.00 Aula 8 - Palazzo delle Scienze, Corso Italia n°55, Catania
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